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Markov Chains - Analytic and Monte Carlo Computations

Name: Markov Chains - Analytic and Monte Carlo Computations
Brand: John Wiley & Sons Inc
SKU: 02722522
Price: 103.4 EUR
Availability: InStock
Author: Carl Graham
ISBN: 9781118517079

Carl Graham

Jazyk

Angličtina

Kniha Pevná

Libristo kód: 02722522

Nakladateľstvo John Wiley & Sons Inc, máj 2014

Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov c... Celý popis

Libristo kód: 02722522

250 b

103.40 €

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Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them. Starting with basic notions, this book leads progressively to advanced and recent topics in the field, allowing the reader to master the main aspects of the classical theory. This book also features:§Numerous exercises with solutions as well as extended case studies.§A detailed and rigorous presentation of Markov chains with discrete time and state space.§An appendix presenting probabilistic notions that are necessary to the reader, as well as giving more advanced measure-theoretic notions.